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      <li class="navelem"><b>testCalibration</b>      </li>
      <li class="navelem"><a class="el" href="classtestCalibration_1_1CalCurve.html">CalCurve</a>      </li>
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<div class="title">testCalibration::CalCurve Class Reference</div>  </div>
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<!-- doxytag: class="testCalibration::CalCurve" --><!-- doxytag: inherits="testCalibration::CalVolTestSuite" -->
<p>Inherits testCalibration::CalVolTestSuite.</p>

<p><a href="classtestCalibration_1_1CalCurve-members.html">List of all members.</a></p>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">def&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classtestCalibration_1_1CalCurve.html#ae63574b8b5518d0c2dc13139783c3f60">runTest</a></td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><div class="fragment"><pre class="fragment">calibrate volatility curve. </pre></div> 
<p>Definition at line <a class="el" href="testCalibration_8py_source.html#l00097">97</a> of file <a class="el" href="testCalibration_8py_source.html">testCalibration.py</a>.</p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ae63574b8b5518d0c2dc13139783c3f60"></a><!-- doxytag: member="testCalibration::CalCurve::runTest" ref="ae63574b8b5518d0c2dc13139783c3f60" args="" -->
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          <td class="memname">def testCalibration::CalCurve::runTest </td>
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<div class="fragment"><pre class="fragment">1. - instantiate the engine.
    2. - set calibration data.
    3. - set initial guess.
    4. - set calibration method.
    5. - calibrate.
</pre></div> 
<p>Definition at line <a class="el" href="testCalibration_8py_source.html#l00100">100</a> of file <a class="el" href="testCalibration_8py_source.html">testCalibration.py</a>.</p>

<p>References <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::exact_sol</a>, <a class="el" href="testPIdeSolver_8py_source.html#l00220">testPIdeSolver::DiffusionJump1D::exact_sol()</a>, <a class="el" href="testPdeSolvers_8py_source.html#l00242">testPdeSolvers::Diffusion1D::exact_sol()</a>, <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::m_contract</a>, <a class="el" href="CalibBase_8py_source.html#l00064">models::CalibBase::CalibBase::m_contract</a>, <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::m_cstyles</a>, <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::m_nsegs</a>, <a class="el" href="testPdeSolvers_8py_source.html#l00086">testPdeSolvers::PdeTestSuite::m_nsegs</a>, <a class="el" href="testPdeSolvers_8py_source.html#l00245">testPdeSolvers::Diffusion1D::m_nsegs</a>, <a class="el" href="testPIdeSolver_8py_source.html#l00261">testPIdeSolver::DiffusionJump1D::m_nsegs</a>, <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::m_prices</a>, <a class="el" href="CalibBase_8py_source.html#l00064">models::CalibBase::CalibBase::m_prices</a>, <a class="el" href="testCalibration_8py_source.html#l00177">testCalibration::CalibVolSurfaceCCE::m_prices</a>, <a class="el" href="testCompareAccurancy_8py_source.html#l00046">testCompareAccurancy::AccurancyTestSuite::m_r</a>, <a class="el" href="testGBMPricingEngines_8py_source.html#l00048">testGBMPricingEngines::OptionsTestSuite::m_r</a>, <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::m_r</a>, <a class="el" href="AssembleStiffnesMassMatrices_8py_source.html#l00085">models::AssembleStiffnesMassMatrices::AssembleStiffnesMassMatrices::m_r</a>, <a class="el" href="testCalibration_8py_source.html#l00177">testCalibration::CalibVolSurfaceCCE::m_r</a>, <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::m_strikes</a>, <a class="el" href="CalibBase_8py_source.html#l00064">models::CalibBase::CalibBase::m_strikes</a>, <a class="el" href="testCalibration_8py_source.html#l00177">testCalibration::CalibVolSurfaceCCE::m_strikes</a>, <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::m_t2mat</a>, <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::ntime_steps</a>, and <a class="el" href="testCalibration_8py_source.html#l00052">testCalibration::CalVolTestSuite::sigmas</a>.</p>

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<hr/>The documentation for this class was generated from the following file:<ul>
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